Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.09% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'450 CHF | 113'678 CHF | 99.25% | 99.25% |
15.05.2024 | 1.16% | 1.11 CHF | 1.13 CHF | 100'000 | 100'000 | 99'246 | 99'246 | 109'440 CHF | 110'716 CHF | 98.11% | 98.11% |
14.05.2024 | 1.16% | 1.06 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'510 CHF | 107'757 CHF | 99.13% | 99.13% |
13.05.2024 | 1.16% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'855 CHF | 106'075 CHF | 99.37% | 99.37% |
10.05.2024 | 1.11% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'965 CHF | 99'059 CHF | 99.42% | 99.42% |
08.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'577 CHF | 90'577 CHF | 98.83% | 98.83% |
07.05.2024 | 1.26% | 0.83 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'924 CHF | 83'977 CHF | 96.57% | 96.57% |
06.05.2024 | 1.25% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'689 CHF | 85'754 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'660 CHF | 85'660 CHF | 97.94% | 97.94% |
02.05.2024 | 1.36% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'256 CHF | 84'396 CHF | 99.40% | 99.40% |